Zhenfeng Liang
Risk Manager at Soros Fund Management
New York, New York, United States
Summary
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Senior🎓
Top SchoolZhenfeng Liang is a Risk Manager based in New York with 11 years of experience applying quantitative engineering to credit and rates markets, currently covering a wide range of credit strategies at Soros Fund Management. He blends deep domain expertise in Agency MBS relative value, CLO modeling, term structure and prepayment modeling with production-quality coding in C++, Perl, SQL and research work in Python and R. Prior roles at BlackRock honed his quantitative development skills across Agency MBS and CLOs, while early advisory and teaching stints sharpened his ability to translate complex models into auditable portfolio analytics. He holds an MS in Financial Engineering and dual undergraduate degrees in economics and electronic engineering, a combination that fuels both rigorous modeling and practical system design. A Financial Risk Manager and CFA Level 3 candidate, he is as comfortable building scalable numerical libraries as he is constructing fund-level performance attribution. Notably, his background bridges electronic engineering and economics, giving him an uncommon perspective on implementing numerically efficient solutions for structured credit.
10 years of coding experience
3 years of employment as a software developer
Master of Science (MS) Financial Engineering, Master of Science (MS) Financial Engineering at Baruch CollegeDual degree Bachelor of Science Economics, Dual degree Bachelor of Science Economics at Peking UniversityBachelor of Engineering (BE) Electronic Engineering, Bachelor of Engineering (BE) Electronic Engineering at Beijing Institute of Technology
English, Chinese, Chinese
Github Skills (4)
python2
machine-learning1
data-science1
deep-learning1
Github contributions (5)
Zhenfeng-Liang/portfolio_construction
Aug 2015 - Mar 2016
Contributions:124 pushes, 1 branch in 6 months
Zhenfeng-Liang/FX_Modeling_N_Market_Making
Sep 2015 - Dec 2015
Contributions:16 commits, 13 pushes, 1 branch in 3 months
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